NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 47,484
COMMITMENTS
13,345 23,003 20 34,119 24,461 47,484 47,484 0 0
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -350)
-3,469 300 0 3,119 -650 -350 -350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 48.4 0.0 71.9 51.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 11 2 10 6 16 17
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 69,609
COMMITMENTS
5,885 5,854 6,301 57,387 57,454 69,573 69,609 36 0
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 916)
899 -1,211 -43 45 2,170 901 916 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 8.4 9.1 82.4 82.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 9 9 14 15 28 27
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 35,249
COMMITMENTS
3,639 886 0 31,605 34,363 35,244 35,249 5 0
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -750)
-750 0 0 0 -750 -750 -750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 2.5 0.0 89.7 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 4 0 8 9 10 13
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,234
COMMITMENTS
2,276 0 364 30,594 32,870 33,234 33,234 0 0
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -24)
24 0 -24 -24 0 -24 -24 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 1.1 92.1 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 0 2 9 8 16 10
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 37,530
COMMITMENTS
5,513 18,733 25 31,992 18,772 37,530 37,530 0 0
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 100)
-1,312 1,000 0 1,412 -900 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 49.9 0.1 85.2 50.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 8 1 9 6 15 15
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 26,567
COMMITMENTS
4,552 8,730 0 22,015 17,837 26,567 26,567 0 0
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 500)
-205 800 0 705 -300 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 32.9 0.0 82.9 67.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 8 0 8 4 13 12
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 28,635
COMMITMENTS
13,654 12,350 200 14,782 16,085 28,635 28,635 0 0
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 85)
0 -1,045 -400 485 1,530 85 85 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.7 43.1 0.7 51.6 56.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 4 1 11 7 17 12
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 20,588
COMMITMENTS
10,795 5,600 100 9,693 14,888 20,588 20,588 0 0
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -307)
1,000 -807 0 -1,307 500 -307 -307 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.4 27.2 0.5 47.1 72.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 3 1 7 6 15 9
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 48,742
COMMITMENTS
4,030 3,112 697 44,015 44,933 48,742 48,742 0 0
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 1,105)
875 20 -28 259 1,114 1,105 1,105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 6.4 1.4 90.3 92.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 7 4 15 13 21 21
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,219,352
COMMITMENTS
970,177 39,035 720,723 3489070 4445701 5179970 5205459 39,382 13,893
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 18,067)
4,862 5,087 26,184 -18,392 -12,610 12,654 18,661 5,413 -594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 0.7 13.8 66.8 85.2 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
55 26 60 132 114 207 180
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,466,790
COMMITMENTS
56,197 42,799 751,505 656,187 671,337 1463889 1465641 2,902 1,150
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 53,732)
8,441 9,689 21,992 23,487 21,854 53,920 53,535 -189 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.9 51.2 44.7 45.8 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
18 16 29 53 54 84 86
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 219,772
COMMITMENTS
11,423 5,856 3,914 188,861 204,514 204,198 214,284 15,574 5,488
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -18,293)
1,961 -83 -220 -21,024 -19,129 -19,283 -19,432 990 1,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.7 1.8 85.9 93.1 92.9 97.5 7.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 1 4 30 27 36 32
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 110,655
COMMITMENTS
593 4,284 698 103,047 101,548 104,338 106,530 6,317 4,125
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 2,940)
593 667 458 2,182 1,791 3,233 2,916 -293 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 3.9 0.6 93.1 91.8 94.3 96.3 5.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 3 26 24 29 27
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 252,625
COMMITMENTS
0 1,274 2,723 237,744 234,172 240,467 238,169 12,158 14,456
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -5,631)
-426 -1,121 217 -4,242 -4,120 -4,451 -5,024 -1,180 -607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 1.1 94.1 92.7 95.2 94.3 4.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 3 3 23 22 26 25
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 858,741
COMMITMENTS
0 17,616 5,965 841,542 832,270 847,507 855,851 11,234 2,890
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -20,449)
-4,048 -421 -276 -16,500 -19,662 -20,824 -20,359 375 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.7 98.0 96.9 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
0 3 3 50 33 53 36
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 405,865
COMMITMENTS
4,817 1,026 871 382,493 396,478 388,181 398,375 17,684 7,490
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 3,432)
81 -4,139 130 1,990 8,310 2,201 4,301 1,231 -869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.3 0.2 94.2 97.7 95.6 98.2 4.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 1 3 32 39 36 42
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 374,934
COMMITMENTS
762 11 2,081 363,033 366,943 365,876 369,035 9,058 5,899
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 5,169)
762 4 1,344 9,102 6,339 11,208 7,687 -6,039 -2,518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.6 96.8 97.9 97.6 98.4 2.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 1 3 41 42 45 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 228,018
COMMITMENTS
125 413 2,557 213,599 215,892 216,281 218,862 11,737 9,156
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 7,931)
-594 -343 756 3,554 7,244 3,716 7,657 4,215 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 1.1 93.7 94.7 94.9 96.0 5.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 1 3 35 31 38 35
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,487
COMMITMENTS
0 1,356 350 73,161 72,094 73,511 73,800 4,976 4,687
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 2,422)
0 -573 266 1,580 3,341 1,846 3,034 576 -612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.4 93.2 91.9 93.7 94.0 6.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 1 23 25 24 27
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 33,727
COMMITMENTS
0 0 0 30,641 31,719 30,641 31,719 3,086 2,008
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.9 94.0 90.9 94.0 9.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 13 17 13 17
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,833
COMMITMENTS
0 362 2,035 111,550 114,207 113,585 116,604 6,248 3,229
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 3,037)
-1,197 362 611 4,887 2,244 4,301 3,217 -1,264 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 1.7 93.1 95.3 94.8 97.3 5.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 19 17 21 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 167,031
COMMITMENTS
0 0 0 156,981 160,707 156,981 160,707 10,050 6,324
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 8,549)
0 0 0 10,321 9,079 10,321 9,079 -1,772 -530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.0 96.2 94.0 96.2 6.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 26 26 26 26
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,749
COMMITMENTS
958 0 793 87,661 87,907 89,412 88,700 4,337 5,049
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 2,705)
90 0 0 2,374 5,135 2,464 5,135 241 -2,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.8 93.5 93.8 95.4 94.6 4.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 15 15 16 16
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,334
COMMITMENTS
11,158 892 0 14,709 25,772 25,867 26,664 1,467 670
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 8,910)
6,000 0 0 2,280 8,978 8,280 8,978 630 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 3.3 0.0 53.8 94.3 94.6 97.5 5.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 3 0 12 26 17 29
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 533,089
COMMITMENTS
68,903 6,191 2,888 449,749 512,936 521,540 522,015 11,549 11,074
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -3,224)
3,092 1,016 -253 -4,398 -3,334 -1,559 -2,571 -1,665 -653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 1.2 0.5 84.4 96.2 97.8 97.9 2.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
5 7 7 47 48 58 56
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 133,061
COMMITMENTS
3,927 3,251 1,166 125,789 120,022 130,882 124,439 2,179 8,622
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 5,209)
-824 597 462 5,245 3,692 4,883 4,751 326 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 2.4 0.9 94.5 90.2 98.4 93.5 1.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 3 3 22 22 26 25
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,250
COMMITMENTS
713 620 0 16,972 20,265 17,685 20,885 3,565 365
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 3,373)
0 0 0 3,019 3,256 3,019 3,256 354 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 2.9 0.0 79.9 95.4 83.2 98.3 16.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 0 12 16 14 17
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,206
COMMITMENTS
0 740 0 60,958 63,531 60,958 64,271 7,248 3,935
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 1,438)
0 189 0 1,321 1,865 1,321 2,054 117 -616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 89.4 93.1 89.4 94.2 10.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 19 16 20
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,143
COMMITMENTS
7,178 7,046 0 105,885 104,243 113,063 111,289 1,080 2,854
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 16,895)
7,178 4,080 0 9,610 11,416 16,788 15,496 107 1,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 6.2 0.0 92.8 91.3 99.1 97.5 0.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 6 0 17 20 22 26
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 144,111
COMMITMENTS
35,153 7,483 391 108,051 135,401 143,595 143,275 516 836
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 14,948)
6,788 3,690 391 7,688 10,988 14,867 15,069 81 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 5.2 0.3 75.0 94.0 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
12 10 2 28 41 40 53
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 140,058
COMMITMENTS
620 540 0 138,637 136,832 139,257 137,372 801 2,686
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 4,025)
0 0 0 4,901 4,095 4,901 4,095 -876 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.4 0.0 99.0 97.7 99.4 98.1 0.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 18 21 19 22
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 268,330
COMMITMENTS
1,851 1,559 1,547 259,808 258,556 263,206 261,662 5,124 6,668
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 3,749)
0 1,099 -106 3,787 6,081 3,681 7,074 68 -3,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.6 0.6 96.8 96.4 98.1 97.5 1.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 2 1 34 35 36 37
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,001
COMMITMENTS
685 841 1,662 59,458 63,408 61,805 65,911 8,196 4,090
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 1,220)
685 302 665 358 3,562 1,708 4,529 -488 -3,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.2 2.4 84.9 90.6 88.3 94.2 11.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 15 16 17 18
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,227
COMMITMENTS
2,028 1,770 903 104,007 105,710 106,938 108,383 2,289 844
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 2,947)
302 1,230 -62 2,234 1,899 2,474 3,067 473 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.6 0.8 95.2 96.8 97.9 99.2 2.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 1 20 24 21 28
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 134,883
COMMITMENTS
11,726 0 498 115,638 126,838 127,862 127,336 7,021 7,547
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -987)
333 0 0 -1,808 -473 -1,475 -473 488 -514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.0 0.4 85.7 94.0 94.8 94.4 5.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 21 19 23 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,750
COMMITMENTS
0 0 0 106,220 110,088 106,220 110,088 7,530 3,662
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 591)
0 0 0 -94 939 -94 939 685 -348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.4 96.8 93.4 96.8 6.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 19 18 19 18
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,426
COMMITMENTS
635 465 0 67,791 67,748 68,426 68,213 0 213
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 6,012)
635 0 0 5,656 5,923 6,291 5,923 -279 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.7 0.0 99.1 99.0 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 0 13 19 14 21
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 151,856
COMMITMENTS
4,098 0 635 138,688 147,697 143,421 148,332 8,435 3,524
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 1,520)
-202 0 557 2,403 882 2,758 1,439 -1,238 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.4 91.3 97.3 94.4 97.7 5.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 0 3 20 16 24 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 164,899
COMMITMENTS
0 3,584 7,360 145,342 147,453 152,702 158,397 12,197 6,502
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 9,738)
0 1,674 -1,044 9,467 7,852 8,423 8,482 1,315 1,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 4.5 88.1 89.4 92.6 96.1 7.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 2 29 23 31 26
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,058
COMMITMENTS
1,782 0 0 17,331 19,782 19,113 19,782 945 276
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 2,760)
480 0 0 2,280 2,670 2,760 2,670 0 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.0 0.0 86.4 98.6 95.3 98.6 4.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 0 13 13 16 13
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,805
COMMITMENTS
872 0 0 27,011 29,405 27,883 29,405 1,922 400
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 2,862)
872 0 0 2,596 2,927 3,468 2,927 -606 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 90.6 98.7 93.6 98.7 6.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 15 16 15
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 184,626
COMMITMENTS
6,882 2,011 525 171,162 172,582 178,569 175,118 6,057 9,508
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 5,190)
-774 2,011 66 6,172 3,001 5,464 5,078 -274 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.1 0.3 92.7 93.5 96.7 94.9 3.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 2 2 32 31 36 34
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 101,732
COMMITMENTS
633 0 0 96,991 95,507 97,624 95,507 4,108 6,225
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -2,334)
633 0 0 -2,359 -2,367 -1,726 -2,367 -608 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 95.3 93.9 96.0 93.9 4.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 22 25 23 25
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 99,980
COMMITMENTS
0 0 0 94,802 95,362 94,802 95,362 5,178 4,618
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 1,616)
0 0 0 5,024 1,042 5,024 1,042 -3,408 574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.8 95.4 94.8 95.4 5.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 23 19 23 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 68,863
COMMITMENTS
2,736 0 0 60,063 65,884 62,799 65,884 6,064 2,979
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 329)
0 -360 0 358 477 358 117 -29 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.0 87.2 95.7 91.2 95.7 8.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 16 18 17 18
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 26,263
COMMITMENTS
957 868 0 24,937 25,244 25,894 26,112 369 151
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 4,628)
120 0 0 4,418 4,508 4,538 4,508 90 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 3.3 0.0 95.0 96.1 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 0 15 17 17 19
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 130,464
COMMITMENTS
0 0 0 121,695 125,891 121,695 125,891 8,769 4,573
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 6,514)
0 0 0 6,454 6,273 6,454 6,273 60 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.3 96.5 93.3 96.5 6.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 26 16 26 16
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 80,529
COMMITMENTS
0 0 0 68,181 76,712 68,181 76,712 12,348 3,817
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 84.7 95.3 84.7 95.3 15.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 12 17 12 17
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 107,155
COMMITMENTS
18,414 4,866 11,078 76,672 90,471 106,164 106,415 991 739
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -100)
17 78 -105 -16 -73 -104 -100 5 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 4.5 10.3 71.6 84.4 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
13 7 16 36 39 56 55
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 34,754
COMMITMENTS
2,075 250 450 32,229 34,054 34,754 34,754 0 0
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 2,538)
680 -25 25 1,833 2,538 2,538 2,538 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.7 1.3 92.7 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 2 3 25 18 31 23
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 21,625
COMMITMENTS
575 475 450 20,550 20,700 21,575 21,625 50 0
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 1,540)
400 300 -50 1,140 1,290 1,490 1,540 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.2 2.1 95.0 95.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 21 18 24 20
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 173,071
COMMITMENTS
9,250 27,039 3,791 159,984 142,231 173,025 173,061 46 10
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 1,002)
-615 -650 -380 1,997 2,037 1,002 1,007 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 15.6 2.2 92.4 82.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 8 7 39 39 49 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 57,905
COMMITMENTS
1,888 8,375 1,525 54,277 48,005 57,690 57,905 215 0
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 1,609)
322 1,000 -59 1,146 668 1,409 1,609 200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 14.5 2.6 93.7 82.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 6 6 19 22 31 30
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 58,673
COMMITMENTS
510 3,575 950 57,092 53,918 58,552 58,443 121 230
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -240)
-105 0 205 -340 -455 -240 -250 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 6.1 1.6 97.3 91.9 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 3 27 27 31 32
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 65,546
COMMITMENTS
1,015 1,075 945 63,370 63,476 65,330 65,496 216 50
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 940)
-202 0 62 1,080 998 940 1,060 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.6 1.4 96.7 96.8 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 5 4 34 27 39 34
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 65,960
COMMITMENTS
2,023 17,650 135 63,739 48,021 65,897 65,806 63 154
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 1,405)
640 100 -50 815 1,375 1,405 1,425 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 26.8 0.2 96.6 72.8 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 1 27 27 31 30
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 86,971
COMMITMENTS
3,048 18,900 0 83,891 67,881 86,939 86,781 32 190
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 1,235)
540 150 0 695 1,085 1,235 1,235 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 21.7 0.0 96.5 78.1 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 2 0 29 28 33 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,661
COMMITMENTS
300 0 0 33,339 33,571 33,639 33,571 22 90
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 102)
0 0 0 230 102 230 102 -128 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 99.0 99.7 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 22 20 23 20
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 36,500
COMMITMENTS
1,700 420 0 34,740 36,068 36,440 36,488 60 12
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 165)
25 0 0 140 309 165 309 0 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 1.2 0.0 95.2 98.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 23 21 26 22
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,960
COMMITMENTS
1,200 0 0 10,760 11,960 11,960 11,960 0 0
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 0.0 90.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 17 13 20 13
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 21,772
COMMITMENTS
3,900 350 1,550 16,079 19,573 21,529 21,473 243 299
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 1,247)
1,350 -100 100 -221 1,243 1,229 1,243 18 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 1.6 7.1 73.9 89.9 98.9 98.6 1.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 3 2 21 25 28 29
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,815
COMMITMENTS
0 215 210 9,260 9,255 9,470 9,680 345 135
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 2.1 94.3 94.3 96.5 98.6 3.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 1 10 12 11 15
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,499
COMMITMENTS
0 400 0 41,449 40,949 41,449 41,349 50 150
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 633)
0 0 0 633 633 633 633 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 99.9 98.7 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 3 0 25 23 25 26
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 52,158
COMMITMENTS
1,850 1,150 50 49,373 50,898 51,273 52,098 885 60
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 147)
250 0 0 -163 147 87 147 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 2.2 0.1 94.7 97.6 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 1 27 23 29 26
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,115
COMMITMENTS
1,485 0 335 47,170 48,485 48,990 48,820 125 295
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 610)
60 0 0 620 560 680 560 -70 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.7 96.0 98.7 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 1 20 13 24 14
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,571
COMMITMENTS
2,410 1,500 175 53,966 54,631 56,551 56,306 20 265
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 180)
60 -300 0 250 430 310 130 -130 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 2.7 0.3 95.4 96.6 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 1 22 13 26 15
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 77,468
COMMITMENTS
160 284 498 76,664 76,404 77,322 77,186 146 282
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 4,189)
-546 284 280 4,450 3,625 4,184 4,189 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.4 0.6 99.0 98.6 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 1 28 31 31 32
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 98,250
COMMITMENTS
4,817 1,584 1,121 91,975 95,266 97,913 97,971 337 279
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 1,475)
-1,758 -26 -417 3,644 1,918 1,469 1,475 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.6 1.1 93.6 97.0 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 8 3 30 32 38 42
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 32,164
COMMITMENTS
150 175 0 31,984 31,989 32,134 32,164 30 0
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 1,915)
-100 175 0 2,015 1,740 1,915 1,915 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.5 0.0 99.4 99.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 13 13 15 14
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 39,198
COMMITMENTS
1,781 4,630 186 37,053 34,182 39,020 38,998 178 200
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 33)
336 0 16 -37 33 315 49 -282 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 11.8 0.5 94.5 87.2 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 3 24 18 28 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 41,046
COMMITMENTS
3,180 1,500 2,055 35,661 37,431 40,896 40,986 150 60
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 405)
260 0 5 495 405 760 410 -355 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 3.7 5.0 86.9 91.2 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 3 3 25 21 29 27
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 44,234
COMMITMENTS
125 3,715 235 43,799 40,159 44,159 44,109 75 125
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 357)
0 240 0 347 227 347 467 10 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 8.4 0.5 99.0 90.8 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 1 24 17 26 20
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 37,710
COMMITMENTS
500 3,185 25 36,864 34,365 37,389 37,575 321 135
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 351)
0 300 0 326 51 326 351 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 8.4 0.1 97.8 91.1 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 19 15 22 17
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,790
COMMITMENTS
1,934 1,990 163 24,324 24,487 26,421 26,640 369 150
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 327)
105 225 0 222 87 327 312 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 7.4 0.6 90.8 91.4 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 2 2 22 22 28 26
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,635
COMMITMENTS
1,302 575 476 20,737 21,464 22,515 22,515 120 120
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 110)
75 125 0 35 -15 110 110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 2.5 2.1 91.6 94.8 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 2 17 23 20 27
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 52,776
COMMITMENTS
1,680 7,097 1,032 49,830 44,643 52,541 52,771 235 5
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 144)
-35 -379 65 229 454 258 139 -114 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 13.4 2.0 94.4 84.6 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 3 4 29 26 36 32
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 37,111
COMMITMENTS
1,085 3,055 150 35,531 33,903 36,766 37,108 345 3
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -332)
0 -275 75 -407 -132 -332 -332 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 8.2 0.4 95.7 91.4 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 5 2 29 20 33 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 23,317
COMMITMENTS
25 3,800 525 22,742 18,942 23,292 23,267 25 50
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 725)
25 -300 0 675 975 700 675 25 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 16.3 2.3 97.5 81.2 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 1 16 16 18 19
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,900
COMMITMENTS
920 0 0 15,505 16,870 16,425 16,870 475 30
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -10 0 -10 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 0.0 91.7 99.8 97.2 99.8 2.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 17 12 20 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,100
COMMITMENTS
555 0 0 16,265 17,060 16,820 17,060 280 40
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -20 0 -20 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 95.1 99.8 98.4 99.8 1.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 0 20 12 23 12
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 762,626
COMMITMENTS
10,620 79,887 111,687 640,256 571,030 762,563 762,604 63 22
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -13,540)
3,712 -1,649 -4,314 -12,938 -7,599 -13,540 -13,562 0 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 10.5 14.6 84.0 74.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 5 6 19 18 26 24
PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DICode-0643CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,335
COMMITMENTS
680 200 0 13,380 13,875 14,060 14,075 275 260
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 380)
0 0 0 380 260 380 260 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 1.4 0.0 93.3 96.8 98.1 98.2 1.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 12 11 13 12
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,370
COMMITMENTS
680 200 0 15,415 15,910 16,095 16,110 275 260
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 290)
0 0 0 290 170 290 170 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 1.2 0.0 94.2 97.2 98.3 98.4 1.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 12 13 13 14
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,105
COMMITMENTS
0 0 0 8,960 9,105 8,960 9,105 145 0
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.4 100.0 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 11 15 11
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,498
COMMITMENTS
1,090 150 0 21,681 23,330 22,771 23,480 727 18
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 586)
-100 0 0 113 648 13 648 573 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.6 0.0 92.3 99.3 96.9 99.9 3.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 0 18 14 21 16
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,712
COMMITMENTS
1,090 150 0 20,139 21,545 21,229 21,695 483 17
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 100)
-100 0 0 278 180 178 180 -78 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.7 0.0 92.8 99.2 97.8 99.9 2.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 0 17 13 20 15
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,640
COMMITMENTS
0 275 0 9,140 9,305 9,140 9,580 500 60
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 94.8 96.5 94.8 99.4 5.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 12 15 12 17
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,322
COMMITMENTS
688 75 4 23,497 24,223 24,189 24,302 133 20
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 1,665)
0 0 0 1,665 1,665 1,665 1,665 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.3 0.0 96.6 99.6 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 1 15 18 18 20
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,480
COMMITMENTS
688 125 4 24,651 25,336 25,343 25,465 137 15
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 2,245)
0 0 0 2,245 2,245 2,245 2,245 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.5 0.0 96.7 99.4 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 16 17 19 19
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 111,255
COMMITMENTS
1,120 5,820 735 109,235 104,659 111,090 111,214 165 41
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 3,120)
50 -1,375 25 2,925 4,470 3,000 3,120 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.2 0.7 98.2 94.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 7 3 33 34 39 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 126,480
COMMITMENTS
1,460 6,645 860 123,675 118,841 125,995 126,346 485 134
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 4,988)
200 -1,390 -45 4,393 6,336 4,548 4,901 440 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 5.3 0.7 97.8 94.0 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 8 4 37 33 43 43
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 229,709
COMMITMENTS
27,164 31,850 23,280 179,173 174,536 229,617 229,667 92 42
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 4,832)
-2,076 2,182 2,531 4,285 157 4,740 4,870 92 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 13.9 10.1 78.0 76.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
15 22 22 44 46 71 78
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,779
COMMITMENTS
2,210 175 115 41,131 43,464 43,456 43,754 323 25
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 635)
-75 -100 0 710 735 635 635 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.4 0.3 94.0 99.3 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 2 23 13 28 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,739
COMMITMENTS
1,910 175 155 38,396 40,384 40,461 40,714 278 25
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 850)
-75 -100 50 875 900 850 850 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.4 0.4 94.2 99.1 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 2 21 13 26 16
Updated October 27, 2017